ST TREND

What it trades: Stocks Strategies: Technical analysis, Market timing

Hypothetical Monthly Results

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2008			+2.2%	+8.5%	+2.3%	+9.4%	+4.0%	+2.5%	(17.5%)	(2.9%)	+4.3%	+6.8%
2009	+7.9%	+19.8%	+4.2%	-	-	-	-	-	-	-	-	-
2010	-	-	-	-	-	-	-	-	-

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Subscription Terms

$199 per month (Details)

Subscriptions cost $199 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)

Strategy Description

None provided. (Contact System Developer)

Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
3/2/09 10:38	BUY	1,400	QLD	Proshares Ultra QQQ ETF 2x	21.60	3/4 15:06	22.06	Normal	$637
9/3/08 15:57	BUY	3,610	QLD	Proshares Ultra QQQ ETF 2x	28.46	2/23/09 10:33	27.72	n/a	($2,663)
11/25/08 9:34	BUY	1,243	TZA	DIREXION SHRS SML CAP 3X	296.01	2/17/09 9:38	304.84	Extreme	$2,250
11/17/08 11:45	BUY	13	TZA	DIREXION SHRS SML CAP 3X	458.55	11/18 15:52	480.85	Normal	$290
10/29/08 15:46	BUY	180	TWM	ULTRASHORT RUSSELL2000 PROSH	107.48	11/6 14:41	105.66	Extreme	($328)
10/21/08 10:56	BUY	150	QID	Proshares UltraShort QQQ ETF 2x	68.56	10/22 14:27	75.84	Low	$1,092
10/13/08 13:49	BUY	150	TWM	ULTRASHORT RUSSELL2000 PROSH	100.16	10/15 13:44	109.46	Very	$1,395
8/19/08 13:49	BUY	280	QLD	Proshares Ultra QQQ ETF 2x	77.59	8/28 15:56	78.21	Low	$174
8/6/08 15:56	BUY	450	QID	Proshares UltraShort QQQ ETF 2x	40.54	8/19 13:47	40.45	High	($42)
8/1/08 15:57	BUY	100	TWM	ULTRASHORT RUSSELL2000 PROSH	71.47	8/4 13:57	73.33	Low	$186
7/21/08 10:32	BUY	170	TWM	ULTRASHORT RUSSELL2000 PROSH	74.28	7/28 15:56	75.78	High	$255
6/30/08 15:59	BUY	260	UWM	ULTRA RUSSELL2000 PROSHARES	45.49	7/17 15:56	45.56	High	$18
7/11/08 9:31	BUY	80	QLD	Proshares Ultra QQQ ETF 2x	71.76	7/16 11:18	71.62	Normal	($11)
6/30/08 15:59	BUY	160	QLD	Proshares Ultra QQQ ETF 2x	72.67	7/8 10:25	73.97	Low	$209
6/10/08 9:33	BUY	220	QLD	Proshares Ultra QQQ ETF 2x	83.02	6/19 15:57	85.52	Normal	$550

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Statistics

Analytics

System has been audited since	3/5/2008 (30 months ago)
Trades	23
# Profitable	17 (73.9%)
# months tracked	31
Profitable months	11 (35.5%)
Avg trade duration	17.9 days
Annual return (compounded)	20.0%
Average win	$533
Average loss	$527
Profit factor	2.9:1
Max peak-to-valley drawdown (historical)	32.35%
drawdown period	Dec 01, 2008 to Dec 08, 2008
Correlation w/ S&P	-0.189
Sharpe ratio	0.564
C2Realism Factor	0%
Keep after worst-case slippage	99.2%
Probabilities of future account loss
Chance of 10% account loss	75.0%
Chance of 20% account loss	35.3%
Chance of 30% account loss	22.2%

Chance of 50% account loss	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.37
Average P/L per unit traded	$2.56

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